+95.2%
CNC vs FHN
+126.8%
-31.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.5% |
| 30D | -1.0% | -5.4% | +4.5% | +0.2% |
| 3M | +4.5% | -1.4% | +5.9% | +4.9% |
| 6M | +85.2% | +9.9% | +75.4% | +81.4% |
| YTD | +61.4% | +3.9% | +57.5% | +59.6% |
| 1Y | +94.9% | +10.6% | +84.3% | +89.6% |
| 3Y | 0.0% | +130.7% | -130.7% | -20.7% |
| 5Y | +11.2% | +88.8% | -77.6% | -13.3% |
| All | +95.2% | +126.8% | -31.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling